Statistical properties of the eigenvalues of the so-called Wishart matrix
are known, and the Wishart matrix is derived from uncorrelated time series
with a finite length. We denote the total number of stocks by \(N\) , and the total time length of the data by \(T\) . In the limit \(N\rightarrow \infty \)  and \(T\rightarrow \infty \)  with \(Q\equiv T/N\ge 1\) ,
the probability distribution of the eigenvalues \(\lambda \)  is given
by [1]}, [2]}
\(P_{rm}\left(\lambda \right)=\frac{Q}{2\pi }\frac{\sqrt{\left(\lambda _{max}^{ran}-\lambda \right)\left(\lambda -\lambda _{min}^{ran}\right)}}{\lambda },\) 
